A rational interpolation approach to least squares estimation for band-tars

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 1988, Issue , 2001, Pages 198-206

  Coakley, Jerry ^a   Fuertes, Ana María ^b   Pérez, María Teresa ^c  

^a UNIVERSITY OF LONDON   (United Kingdom)

^b LONDON METROPOLITAN UNIVERSITY   (United Kingdom)

^c UNIVERSITY OF VALLADOLID   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

NUMERICAL ANALYSIS;

GRID SEARCH; ITS EFFICIENCIES; LEAST SQUARES ESTIMATION; MONTE CARLO ANALYSIS; QR FACTORIZATIONS; RATIONAL INTERPOLATION; RESIDUAL SUM OF SQUARES; THRESHOLD PARAMETERS;

RATIONAL FUNCTIONS;

EID: 23044526778     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-45262-1_24     Document Type: Conference Paper

References (7)

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4. Coakley, J., Fuertes, A. M.: Border Costs and Real Exchange Rate Dynamics in Europe. Journal of Policy Modelling, Forthcoming.
5. Coakley, J., Fuertes, A. M., Pérez, M. T.: An Investigation of Numerical Issues in Threshold Autoregressive Modelling for Time Series. Birkbeck College Discussion Paper, University of London, Forthcoming
6. Obstfeld, M., Taylor, A. M. Taylor: Nonlinear Aspects of Goods-market Arbitrage and Adjustment. J. of the Japanese and International Economies, 11 (1997) 441-79.
7. Tong, H.: Threshold Models in Non-linear Time Series Analysis, Springer-Verlag, Berlin (1983).